+86.3%
FOXA vs HBM
+333.2%
-247.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -5.4% | +5.5% | -10.9% | -6.2% |
| 30D | +1.1% | +3.3% | -2.1% | +0.5% |
| 3M | -6.1% | +12.7% | -18.8% | -8.6% |
| 6M | +8.2% | +28.2% | -20.0% | +2.1% |
| YTD | -11.8% | +45.3% | -57.1% | -19.2% |
| 1Y | +9.9% | +121.7% | -111.8% | -6.9% |
| 3Y | +110.7% | +523.5% | -412.8% | +43.1% |
| 5Y | +86.9% | +393.9% | -307.0% | +25.8% |
| All | +86.3% | +333.2% | -247.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling